Re: [amibroker] Balancing Long and Short positions in backtesting

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Did you read what's new
http://www.amibroker.com/guide/whatsnew.html

Second item from the list leads you to:
http://www.amibroker.com/guide/h_portfolio.html#NEUTRAL

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "chapman49682" <chapman49682@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 12, 2008 4:54 PM
Subject: [amibroker] Balancing Long and Short positions in backtesting


>I have searched the database and cannot seem to find information on 
> this topic:  
> 
> I have a strategy that trades swing positions both long and short.  I 
> would like to limit the number of positions in each direction, so that 
> I don't end up with, say, all Short positions in a down-trending 
> market, or all Long positions in a bull market.
> 
> In other words, for the purposes of backtesting, for a "maximum open 
> positions" of 10, I'd like to limit my long positions to 5 and short 
> positions to 5.
> 
> Is there a way to do this?
> 
> thanks,  Rob
> 
> 
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------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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